Isis ATP [Automated Trading Platform] - Discussion

[daybyter]

Congrats Aido! I studied your readme, and your ideas sound very promising. I hope to get there with my lib, too.

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[Aido]

Hi daybyter,

Congrats Aido! I studied your readme, and your ideas sound very promising.

Thanks.

Would be cool, if we could collaborate on such a language or system

I didn't see to need to develop an entire new trading language or syntax when some boolean logic statements would suffice.

Maybe in the future, if I need more complex statements, there may be a need for a more comprehensive framework.



I am now looking to get this thing working on multiple exchanges while at the same time tweaking it for MtGox.

[daybyter]

Aido, there's another lib like mine now. It's called xchange, or so. There's a thread in the german subforum.

My current bot algo is already too complex to be used with you concept, as it seems. So the language still makes sense to me. But I'll hardcode it for now to test the idea.

[Aido]

Aido, there's another lib like mine now. It's called xchange, or so. There's a thread in the german subforum.

Thanks for the tip. I coudn't find the XChange thread you mention. But if it's the same as this XChange https://github.com/timmolter/XChange or http://xeiam.com/xchange.jsp, Aido/Isis ATP relies very heavily on this. This library has been extended a lot recently, allowing a lot more exchanges to be used, hence my previous statement:

I am now looking to get this thing working on multiple exchanges while at the same time tweaking it for MtGox.

Changing the code from single to dual exchange is the hard bit. But, once that's done adding more exchanges should be straight forward.......in theory!

[daybyter]

I defined myself some basic interfaces like TradeSite, Currency, CurrencyPair, Depth, Trade etc etc.

If it helps you, I'm willing to share these parts with you. But since I also work on bot stuff, I don't want to release all my code yet (it doesn't work yet anyway).

Ciao,
Andreas

[Aido]

Some recent self-explanatory commits:

commit 097ee2a89da968fc4679a35b9c6f0e58c517df5b

    Implemented framework for using multiple exchanges

commit bb5960ad2d359978d142a56aacc8a591924db782

    Added BTC-e exchange

commit b62a614a3423cc29b6697ea7f676384d438a4e5c

    Added Bitstamp exchange

It's now relatively easy to add exchanges so more to come.

[DobZombie]

Keenly following this thread!

Have given this program a go and I'm having trouble getting it going.

What are some examples of Bid Logic & Ask Logic I could use.

[Gyrsur]

<check in>

[RicRock]

Wow, I take a little break from Bitcoin and see Aido all over this.

Great job man!

Getting errors with the latest jar.

2013-02-06 18:46:42,819 : ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
org.codehaus.commons.compiler.CompileException: Line 0, Column 0: Unexpected token "End-Of-File" in primary
 

TIA,
Ric

[deadweasel]

I'm new to programming but I have been unable to open either AidoATP.jar or isis.jar.  Trying to open in Eclipse IDE. 

Can't even run the script.  running oracleJDK7. 

Invalid or corrupt jarfile isis.jar

Again, newb, all help is very much appreciated.  This program has motivated me to pick up my programming again after 13 years.  Turbo Pascal was my last one. 

Cheers,
me

[Aido]

Invalid or corrupt jarfile isis.jar

This error suggests the jar file did not download correctly. Try downloading again and compare file size against file size github reports.

2013-02-06 18:46:42,819 : ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
org.codehaus.commons.compiler.CompileException: Line 0, Column 0: Unexpected token "End-Of-File" in primary

This would suggest a problem with your trade logic. Try some simple logic first like that described in the README:

Code:

ADS_Down && (EMA_Up && SMA_Up)

What are some examples of Bid Logic & Ask Logic I could use.

As above example from README, AskLogic:

Code:

ADS_Down && EMA_Up && SMA_Up

and BidLogic:

Code:

ADS_Up && EMA_Down && SMA_Down

[RicRock]

2013-02-06 18:46:42,819 : ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
org.codehaus.commons.compiler.CompileException: Line 0, Column 0: Unexpected token "End-Of-File" in primary

This would suggest a problem with your trade logic. Try some simple logic first like that described in the README:

Code:

ADS_Down && (EMA_Up && SMA_Up)

Thanks for your response.

You are correct... I didn't have bid or ask logic 

When I entered the samples from the readme. I get an incorrect prefs.xml format and it moves it to IncorrectFormatPrefs.xml.

root@vps:~/aido# java -jar aidoatp.jar --simulation-mode=true
Feb 11, 2013 1:32:14 AM java.util.prefs.FileSystemPreferences$6 run
WARNING: Invalid preferences format in /root/.java/.userPrefs/org/aido/atp/prefs.xml
2013-02-11 01:32:14,899 : No config file could be found.
2013-02-11 01:32:14,906 : Beginning Interactive Mode

Even if I enter those examples through Interactive Mode (i.e. without editing the prefs.xml by hand) I still receive the above errors.

Thanks,
Ric

[meowmeowbrowncow]

Wow, I take a little break from Bitcoin and see Aido all over this.

Great job man!

...

I have to agree.  Thanks, Aido, for taking initiative on this.  (Even if I don't use it anymore, lol)

[Aido]

Even if I enter those examples through Interactive Mode (i.e. without editing the prefs.xml by hand) I still receive the above errors.

I think I know what your problem may be. Can you please show me the BidLogic and AskLogic from your prefs.xml file exactly as they are. In the config file all & characters are converted to HTML character codes i.e. &amp;

So when you type this in interactive mode:

Code:

ADS_Down && EMA_Up && SMA_Up

The config file will look like this:

Code:

ADS_Down && EMA_Up && SMA_Up

Wow, I take a little break from Bitcoin and see Aido all over this.

Great job man!

...

I have to agree.  Thanks, Aido, for taking initiative on this.  (Even if I don't use it anymore, lol)

Thank you both very much.

[RicRock]

Even if I enter those examples through Interactive Mode (i.e. without editing the prefs.xml by hand) I still receive the above errors.

I think I know what your problem may be. Can you please show me the BidLogic and AskLogic from your prefs.xml file exactly as they are. In the config file all & characters are converted to HTML character codes i.e. &amp;

So when you type this in interactive mode:

Code:

ADS_Down && EMA_Up && SMA_Up

The config file will look like this:

Code:

ADS_Down && EMA_Up && SMA_Up

Ahh... I must have confused myself with all the terminals I have open.

I interactively entered the codes again and the ampersands where converted correctly.

Thanks again,
Ric

[RicRock]

Still getting this error tho

java.lang.NullPointerException
        at org.aido.atp.ArbitrageEngine.getInstance(ArbitrageEngine.java:56)
        at org.aido.atp.TickerManager.checkTick(TickerManager.java:161)
        at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:56)
        at org.aido.atp.TickerManager.run(TickerManager.java:90)
        at java.lang.Thread.run(Thread.java:722)
2013-02-11 03:18:59,101 : ERROR: Caught unexpected MtGox exception, ticker manager shutting down now!. Details are listed below.

Copy of prefs.xml

<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<!DOCTYPE map SYSTEM "http://java.sun.com/dtd/preferences.dtd">
<map MAP_XML_VERSION="1.0">
  <entry key="AskLogic" value="ADS_Down &amp;&amp; EMA_Up &amp;&amp; SMA_Up"/>
  <entry key="BTC-eApiKey" value=""/>
  <entry key="BTC-eSecretKey" value=""/>
  <entry key="BidLogic" value="ADS_Up &amp;&amp; EMA_Down &amp;&amp; SMA_Down"/>
  <entry key="LocalCurrency" value="USD"/>
  <entry key="LongMACDTickSize" value="26"/>
  <entry key="MaxBTC" value="10"/>
  <entry key="MaxLocal" value="1000"/>
  <entry key="MaxLoss" value="0.25"/>
  <entry key="MaxTickAge" value="80"/>
  <entry key="MinBTC" value=".01"/>
  <entry key="MinLocal" value=".01"/>
  <entry key="MinTickSize" value="25"/>
  <entry key="MtGoxApiKey" value=""/>
  <entry key="MtGoxSecretKey" value=""/>
  <entry key="PollingInterval" value="60"/>
  <entry key="RiskAlgorithm" value="1"/>
  <entry key="ShortMACDTickSize" value="12"/>
  <entry key="ShortMATickSize" value="26"/>
  <entry key="SigLineMACDSize" value="9"/>
  <entry key="TargetProfit" value=".10"/>
  <entry key="TradingFee" value="0.006"/>
  <entry key="UseArbitrage" value="1"/>
  <entry key="UseBTC-e" value="0"/>
  <entry key="UseBitcoinCentral" value="0"/>
  <entry key="UseBitstamp" value="0"/>
  <entry key="UseMtGox" value="1"/>
  <entry key="UseTrend" value="1"/>
</map>

Edit: Looks like something to do with arbitrage

[Aido]

java.lang.NullPointerException
        at org.aido.atp.ArbitrageEngine.getInstance(ArbitrageEngine.java:56)
        at org.aido.atp.TickerManager.checkTick(TickerManager.java:161)
        at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:56)
        at org.aido.atp.TickerManager.run(TickerManager.java:90)
        at java.lang.Thread.run(Thread.java:722)
2013-02-11 03:18:59,101 : ERROR: Caught unexpected MtGox exception, ticker manager shutting down now!. Details are listed below.

I suggest disabling arbitrage for the time being. I have not changed or tested the arbitrage functionality for several versions now and have it disabled as I question it's profitability.

However, regardless of it's profitability, it should not be causing a NullPointerException so I will investigate this when I get time.

[Aido]

Still getting this error tho

java.lang.NullPointerException
.
.
.
Edit: Looks like something to do with arbitrage

This should fix it:


commit e053916740e950121b743dc70608b678fd47e08e

    Fixed NullPointerException in ArbitrageEngine

[eyeoh]

PROBLEM: ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
org.codehaus.commons.compiler.CompileException: Line 1, Column 14: Unexpected token ";"

SOLUTION: AskLogic/BidLogic HTML entity format error

-------------------------------------------------------------------------------------------------------

Has anyone ran into this yet? JDK7 , latest bin from git:

Code:

2013-02-18 12:46:38,665 : Arbitrage Engine cannot find a profitable opportunity on MtGox at this time.
2013-02-18 12:46:38,685 : MtGox High USD :-  Last: USD 26.85000 | Bid: USD 26.80270 | Ask: USD 26.85000 | Volume: 38208 | Currency: BTC | TimeStamp: Mon Feb 18 12:18:25 MST 2013
2013-02-18 12:46:38,685 : MtGox Low USD :-  Last: USD 26.71000 | Bid: USD 26.78582 | Ask: USD 26.84899 | Volume: 37315 | Currency: BTC | TimeStamp: Mon Feb 18 12:42:28 MST 2013
2013-02-18 12:46:38,685 : MtGox Current USD :-  Last: USD 26.81898 | Bid: USD 26.75000 | Ask: USD 26.81897 | Volume: 36900 | Currency: BTC | TimeStamp: Mon Feb 18 12:46:38 MST 2013
2013-02-18 12:46:38,689 : MtGox USD Ticker Size: 45
2013-02-18 12:46:38,690 : MtGox Advance/Decline Spread algorithm has determined that the USD market is trending up.
2013-02-18 12:46:38,699 : MtGox EMA algorithm has determined that the USD market is trending up.
2013-02-18 12:46:38,700 : MtGox SMA algorithm has determined that the USD market is trending down.
2013-02-18 12:46:38,701 : ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
org.codehaus.commons.compiler.CompileException: Line 1, Column 14: Unexpected token ";"
        at org.codehaus.janino.ExpressionEvaluator.makeStatements(ExpressionEvaluator.java:288)
        at org.codehaus.janino.ScriptEvaluator.cook(ScriptEvaluator.java:454)
        at org.codehaus.janino.ScriptEvaluator.cook(ScriptEvaluator.java:345)
        at org.codehaus.janino.SimpleCompiler.cook(SimpleCompiler.java:194)
        at org.codehaus.commons.compiler.Cookable.cook(Cookable.java:80)
        at org.codehaus.commons.compiler.Cookable.cook(Cookable.java:72)
        at org.codehaus.janino.ExpressionEvaluator.<init>(ExpressionEvaluator.java:100)
        at org.aido.atp.TrendTradingAgent.evalLogic(TrendTradingAgent.java:612)
        at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:343)
        at java.lang.Thread.run(Thread.java:722)
2013-02-18 12:46:38,709 : ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
org.codehaus.commons.compiler.CompileException: Line 1, Column 12: Unexpected token ";"
        at org.codehaus.janino.ExpressionEvaluator.makeStatements(ExpressionEvaluator.java:288)
        at org.codehaus.janino.ScriptEvaluator.cook(ScriptEvaluator.java:454)
        at org.codehaus.janino.ScriptEvaluator.cook(ScriptEvaluator.java:345)
        at org.codehaus.janino.SimpleCompiler.cook(SimpleCompiler.java:194)
        at org.codehaus.commons.compiler.Cookable.cook(Cookable.java:80)
        at org.codehaus.commons.compiler.Cookable.cook(Cookable.java:72)
        at org.codehaus.janino.ExpressionEvaluator.<init>(ExpressionEvaluator.java:100)
        at org.aido.atp.TrendTradingAgent.evalLogic(TrendTradingAgent.java:612)
        at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:345)
        at java.lang.Thread.run(Thread.java:722)
2013-02-18 12:46:38,710 : MtGox Trend following trading agent has decided no USD action will be taken at this time.

Here is the pref's:

Code:

<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<!DOCTYPE map SYSTEM "http://java.sun.com/dtd/preferences.dtd">
<map MAP_XML_VERSION="1.0">
  <entry key="AskLogic" value="ADS_Down &amp;amp; (EMA_Up &amp;amp; SMA_Up)"/>
  <entry key="BidLogic" value="ADS_Up &amp;amp; (EMA_Down &amp;amp; SMA_Down)"/>
  <entry key="LocalCurrency" value="USD"/>
  <entry key="LongMACDTickSize" value="26"/>
  <entry key="MaxBTC" value="2"/>
  <entry key="MaxLocal" value="60"/>
  <entry key="MaxLoss" value="0.25"/>
  <entry key="MaxTickAge" value="90"/>
  <entry key="MinBTC" value=".01"/>
  <entry key="MinLocal" value=".01"/>
  <entry key="MinTickSize" value="25"/>
  <entry key="MtGoxApiKey" value="*************"/>
  <entry key="MtGoxSecretKey" value="*******"/>
  <entry key="PollingInterval" value="60"/>
  <entry key="RiskAlgorithm" value="1"/>
  <entry key="ShortMACDTickSize" value="12"/>
  <entry key="ShortMATickSize" value="26"/>
  <entry key="SigLineMACDSize" value="9"/>
  <entry key="TargetProfit" value=".10"/>
  <entry key="TradingFee" value="0.006"/>
  <entry key="UseArbitrage" value="1"/>
  <entry key="UseBTC-e" value="0"/>
  <entry key="UseBitcoinCentral" value="0"/>
  <entry key="UseBitstamp" value="0"/>
  <entry key="UseMtGox" value="1"/>
  <entry key="UseTrend" value="1"/>
</map>

[Aido]

Code:

  <entry key="AskLogic" value="ADS_Down &amp;amp; (EMA_Up &amp;amp; SMA_Up)"/>
  <entry key="BidLogic" value="ADS_Up &amp;amp; (EMA_Down &amp;amp; SMA_Down)"/>

Trade logic in prefs.xml file does not look correct.

&amp;amp; should probably read &amp;&amp;

I would imagine you edited the file manually rather than using the --clear-config option.